+240.3%
IONQ vs BLK
+69.3%
+170.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.9% | -2.2% |
| 7D | -7.0% | -3.3% | -3.7% | -3.2% |
| 30D | -18.7% | -6.5% | -12.2% | -12.1% |
| 3M | -36.6% | +6.7% | -43.4% | -42.6% |
| 6M | +7.2% | +14.7% | -7.5% | -10.4% |
| YTD | -18.1% | +2.5% | -20.6% | -22.9% |
| 1Y | -21.9% | -2.8% | -19.1% | -21.3% |
| 3Y | +86.7% | +65.9% | +20.9% | +0.6% |
| 5Y | +267.5% | +33.0% | +234.5% | +141.3% |
| All | +240.3% | +69.3% | +170.9% | +89.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BLK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling